Zobrazeno 1 - 10
of 53
pro vyhledávání: '"fuzzy investment portfolio"'
Publikováno v:
Open Physics, Vol 17, Iss 1, Pp 41-47 (2019)
There are many non-probability factors affecting financial markets and the return on risk assets is fuzzy and uncertain. The authors propose new risk measurement methods to describe or measure the real investment risks. Currently many scholars are st
Externí odkaz:
https://doaj.org/article/c49f8dd8711041fbb44dde643b84499d
Publikováno v:
Open Physics, Vol 17, Iss 1, Pp 41-47 (2019)
There are many non-probability factors affecting financial markets and the return on risk assets is fuzzy and uncertain. The authors propose new risk measurement methods to describe or measure the real investment risks. Currently many scholars are st
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0eeb40a8e26620ef9db0a84108a168a
https://doaj.org/article/c49f8dd8711041fbb44dde643b84499d
https://doaj.org/article/c49f8dd8711041fbb44dde643b84499d
Autor:
Inna Sydoruk, Yuri Zaychenko
Publikováno v:
Information Technology and Management Science; Vol 15, No 1 (2012): Information Technology and Management Science; 149-160
В статье дан анализ классической модели оптимизации инвестиционного портфеля Г. Марковица, изложены ее основные недостатки. В качестве
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::677f5f6d7fcf6b06270178254371b781
https://itms-journals.rtu.lv/article/view/v10313-012-0023-6
https://itms-journals.rtu.lv/article/view/v10313-012-0023-6
Akademický článek
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Publikováno v:
Mathematical Problems in Engineering, Vol 2012 (2012)
Mathematical Problems in Engineering
Mathematical Problems in Engineering
Published version of an article from the journal: Mathematical Problems in Engineering. Also available from the publisher:http://dx.doi.org/10.1155/2012/628295 This paper employs fuzzy set theory to solve the unintuitive problem of the Markowitz mean
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::39928145d8925a18d2d2dfa5b274cd3b
https://doaj.org/article/c4721881e4a64c89815576038f49ff7e
https://doaj.org/article/c4721881e4a64c89815576038f49ff7e
Autor:
Yuri Zaychenko, Inna Sydoruk
Publikováno v:
Information Technology and Management Science, Vol 17, Iss 1, Pp 66-73 (2014)
Основная задача портфельного инвестирования -улучшить условия инвестирования, предоставляя совокупности ценных бумаг (ЦБ) такие инвес
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41d0861dd00459adf4c1f39fe58771a1
https://doi.org/10.1515/itms-2014-0010
https://doi.org/10.1515/itms-2014-0010
Autor:
Sydoruk, Inna, Zaychenko, Yuri
Publikováno v:
Information Technology and Management Science; Vol 17, No 1 (2014): Information Technology and Management Science; 66-73
The problem of portfolio optimization under uncertainty is considered. For its solution the application of fuzzy sets theory is suggested. Fuzzy portfolio optimization problem during the time period is stated, its model is provided, investigated, and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::1c0702e97b31462c8cc5f6f2207c4832
https://ortus.rtu.lv/science/lv/publications/19979
https://ortus.rtu.lv/science/lv/publications/19979
Publikováno v:
Open Physics; Jan2019, Vol. 17 Issue 1, p41-47, 7p
Autor:
Zaychenko, Yuri, Sydoruk, Inna
Publikováno v:
Information Technology & Management Science; 2012, p149-160, 12p